Trading Metrics calculated at close of trading on 13-Jun-2013 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
12-Jun-2013 |
13-Jun-2013 |
Change |
Change % |
Previous Week |
Open |
4,686.0 |
4,655.0 |
-31.0 |
-0.7% |
4,883.0 |
High |
4,700.0 |
4,668.0 |
-32.0 |
-0.7% |
4,903.0 |
Low |
4,674.0 |
4,621.0 |
-53.0 |
-1.1% |
4,695.0 |
Close |
4,693.0 |
4,646.0 |
-47.0 |
-1.0% |
4,703.0 |
Range |
26.0 |
47.0 |
21.0 |
80.8% |
208.0 |
ATR |
42.9 |
45.0 |
2.1 |
4.8% |
0.0 |
Volume |
1,799 |
4,395 |
2,596 |
144.3% |
6,366 |
|
Daily Pivots for day following 13-Jun-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
4,786.0 |
4,763.0 |
4,671.9 |
|
R3 |
4,739.0 |
4,716.0 |
4,658.9 |
|
R2 |
4,692.0 |
4,692.0 |
4,654.6 |
|
R1 |
4,669.0 |
4,669.0 |
4,650.3 |
4,657.0 |
PP |
4,645.0 |
4,645.0 |
4,645.0 |
4,639.0 |
S1 |
4,622.0 |
4,622.0 |
4,641.7 |
4,610.0 |
S2 |
4,598.0 |
4,598.0 |
4,637.4 |
|
S3 |
4,551.0 |
4,575.0 |
4,633.1 |
|
S4 |
4,504.0 |
4,528.0 |
4,620.2 |
|
|
Weekly Pivots for week ending 07-Jun-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
5,391.0 |
5,255.0 |
4,817.4 |
|
R3 |
5,183.0 |
5,047.0 |
4,760.2 |
|
R2 |
4,975.0 |
4,975.0 |
4,741.1 |
|
R1 |
4,839.0 |
4,839.0 |
4,722.1 |
4,803.0 |
PP |
4,767.0 |
4,767.0 |
4,767.0 |
4,749.0 |
S1 |
4,631.0 |
4,631.0 |
4,683.9 |
4,595.0 |
S2 |
4,559.0 |
4,559.0 |
4,664.9 |
|
S3 |
4,351.0 |
4,423.0 |
4,645.8 |
|
S4 |
4,143.0 |
4,215.0 |
4,588.6 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
4,773.0 |
4,621.0 |
152.0 |
3.3% |
37.4 |
0.8% |
16% |
False |
True |
2,528 |
10 |
4,925.0 |
4,621.0 |
304.0 |
6.5% |
34.0 |
0.7% |
8% |
False |
True |
1,411 |
20 |
5,192.0 |
4,621.0 |
571.0 |
12.3% |
35.7 |
0.8% |
4% |
False |
True |
870 |
40 |
5,192.0 |
4,621.0 |
571.0 |
12.3% |
23.8 |
0.5% |
4% |
False |
True |
450 |
60 |
5,192.0 |
4,621.0 |
571.0 |
12.3% |
18.2 |
0.4% |
4% |
False |
True |
311 |
80 |
5,192.0 |
4,621.0 |
571.0 |
12.3% |
14.5 |
0.3% |
4% |
False |
True |
248 |
100 |
5,192.0 |
4,621.0 |
571.0 |
12.3% |
11.8 |
0.3% |
4% |
False |
True |
199 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
4,867.8 |
2.618 |
4,791.0 |
1.618 |
4,744.0 |
1.000 |
4,715.0 |
0.618 |
4,697.0 |
HIGH |
4,668.0 |
0.618 |
4,650.0 |
0.500 |
4,644.5 |
0.382 |
4,639.0 |
LOW |
4,621.0 |
0.618 |
4,592.0 |
1.000 |
4,574.0 |
1.618 |
4,545.0 |
2.618 |
4,498.0 |
4.250 |
4,421.3 |
|
|
Fisher Pivots for day following 13-Jun-2013 |
Pivot |
1 day |
3 day |
R1 |
4,645.5 |
4,678.0 |
PP |
4,645.0 |
4,667.3 |
S1 |
4,644.5 |
4,656.7 |
|